GIVEN

Face Value 100

Security Name Time to Maturity LTP Coupoun Rate
182days_T-bill 0.5 97.3049 0.00%
364days_T-bill 1 94.4575 0.00%
6.35GS2021 1.5 100.173 6.35%
6.17GS2022 2 100.5 6.17%
7.37GS2022 2.5 103.603 7.37%
8.83GS2023 3 108.50 8.83%

If 7.00GS2023 is introducted by RBI

Security Name Time to Maturity LTP Coupoun Rate
7.00GS2023 3 7%

ZEROES CURVE
1.000
0.973
0.950 0.945
0.912
0.900
0.890
Zeroes

0.867
0.850

0.800

0.750
0.5 1 1.5 2 2.5
TIME TO MATURITY
 Coupoun Compunded Semiannually Face Value Zeroes Criteria
0 100 0.973 97.305
0 100 0.945 94.458
3.175 100 0.912 100.17
3.085 100 0.890 100.5
3.685 100 0.867 103.6
4.415 100 0.845 108.5

Coupoun Compunded Semiannually Face Value True Value

3.5 100 103.52981095

ZEROES CURVE

0.912
0.890
0.867
0.845

1.5 2 2.5 3
TIME TO MATURITY